File:Frank-Wolfe Algorithm.png

Uploaded by Martinjaggi
Upload date 2014-09-19T13:45:00Z
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File size 1.1 MB

Summary

Description
English: Frank-Wolfe algorithm - Visualization of a step of the Frank-Wolfe algorithm, applied to the problem of minimizing a convex function (blue) over a 2-dimensional bounded convex set D (green). The linearization to the objective function f at the current iterate x is shown in red.
Deutsch: Frank-Wolfe Algorithmus - Visualisierung eines Schrittes des Algorithmus von Frank-Wolfe (bedingte Gradienten-Methode), angewandt auf das Problem der Minimierung einer konvexen Funktion (in blau) über einer 2-dimensionalen Menge D (grün). Die Linearisierung der Zielfunktion f an der aktuellen Stelle x ist in rot gezeichnet.
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Source Made by Stephanie Stutz for public domain, labels added by Martin Jaggi
Author Stephanie Stutz

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Category:CC-BY-4.0 Category:Convexity (functions) Category:Optimization